Is it possible to calculate last 1 month return on OnTester function.
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I think that OnTester function apply whole of back test period ,for example from 11/1/2011 to 11/1/2016.
But I want to know both whole result and specific period result, like from 10/1/2016 to 11/1/2016.
So is there something argument to specify the period in OnTester function.
double OnTester()
{
double ret = 0.0;
double ret = TesterStatistics(STAT_PROFIT); ← It will show whole back test period's profit but I want to know last 1 month profit.
return(ret);
}
I think that OnTester function apply whole of back test period ,for example from 11/1/2011 to 11/1/2016.
But I want to know both whole result and specific period result, like from 10/1/2016 to 11/1/2016.
So is there something argument to specify the period in OnTester function.
double OnTester()
{
double ret = 0.0;
double ret = TesterStatistics(STAT_PROFIT); ← It will show whole back test period's profit but I want to know last 1 month profit.
return(ret);
}
Yes you have to calculate it, see the link provided by WHRoeder.
Dear Alain Varleyen
OK. Thank you for your answer.